更新時間: 2022年6月24日 PM 8:02:25
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/04/22 31.440% 20276.17 24.751% 24.692% +6.748% 24.692% +6.748%
29/04/22 31.510% 21089.39 28.497% 25.728% +5.782% 32.279% -0.769%
03/05/22 31.320% 21101.89 28.068% 26.239% +5.081% 32.058% -0.738%
04/05/22 30.460% 20869.52 28.021% 26.735% +3.725% 32.445% -1.985%
05/05/22 29.610% 20793.40 28.016% 27.471% +2.139% 33.112% -3.502%
06/05/22 32.950% 20001.96 29.767% 28.474% +4.476% 34.087% -1.137%
10/05/22 35.550% 19633.69 29.056% 28.586% +6.964% 33.281% +2.269%
11/05/22 34.380% 19824.57 29.008% 28.774% +5.606% 33.264% +1.116%
12/05/22 35.370% 19380.34 29.620% 29.093% +6.277% 33.395% +1.975%
13/05/22 33.190% 19898.77 29.237% 29.338% +3.852% 33.434% -0.244%
16/05/22 32.930% 19950.21 29.313% 29.247% +3.683% 32.610% +0.320%
17/05/22 31.900% 20602.52 31.726% 29.781% +2.119% 32.961% -1.061%
18/05/22 30.850% 20644.28 31.739% 30.327% +0.523% 33.316% -2.466%
19/05/22 32.710% 20120.68 31.883% 30.779% +1.931% 33.560% -0.850%
20/05/22 31.500% 20717.24 33.624% 31.657% -0.157% 34.257% -2.757%
23/05/22 31.620% 20470.06 33.632% 32.521% -0.901% 34.391% -2.771%
24/05/22 31.960% 20112.10 34.143% 33.004% -1.044% 34.631% -2.671%
25/05/22 31.330% 20171.27 32.074% 33.071% -1.741% 34.429% -3.099%
26/05/22 30.520% 20116.20 31.962% 33.087% -2.567% 34.174% -3.654%
27/05/22 28.360% 20697.36 33.340% 33.030% -4.670% 33.844% -5.484%
30/05/22 27.740% 21123.93 33.235% 32.951% -5.211% 32.951% -5.211%
31/05/22 27.470% 21415.20 30.081% 32.138% -4.668% 39.794% -12.324%
01/06/22 27.060% 21294.94 30.139% 31.751% -4.691% 39.054% -11.994%
02/06/22 27.610% 21082.13 30.225% 31.404% -3.794% 38.368% -10.758%
06/06/22 28.260% 21653.90 31.512% 31.038% -2.778% 36.902% -8.642%
07/06/22 27.990% 21531.67 29.385% 30.268% -2.278% 35.738% -7.748%
08/06/22 27.810% 22014.59 29.626% 30.178% -2.368% 35.383% -7.573%
09/06/22 27.440% 21869.05 29.460% 30.042% -2.602% 34.977% -7.537%
10/06/22 27.680% 21806.18 29.018% 29.800% -2.120% 34.451% -6.771%
13/06/22 31.540% 21067.58 30.153% 29.529% +2.011% 33.409% -1.869%
14/06/22 31.110% 21067.99 30.094% 29.670% +1.440% 33.326% -2.216%
15/06/22 30.960% 21308.21 27.701% 29.285% +1.675% 32.653% -1.693%
16/06/22 31.650% 20845.43 28.821% 29.157% +2.493% 32.271% -0.621%
17/06/22 31.070% 21075.00 27.725% 28.899% +2.171% 31.747% -0.677%
20/06/22 30.560% 21163.91 25.588% 27.986% +2.574% 30.055% +0.505%
21/06/22 29.000% 21559.59 25.896% 27.146% +1.854% 28.930% +0.070%
22/06/22 29.970% 21008.34 27.173% 27.041% +2.929% 28.595% +1.375%
23/06/22 29.670% 21273.87 27.395% 26.755% +2.915% 28.074% +1.596%
24/06/22 29.830% 21719.06 28.039% 26.818% +3.012% 27.920% +1.910%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/04/22 35.170% 6918.62 30.557% 30.725% +4.445% 30.725% +4.445%
29/04/22 35.780% 7298.69 35.753% 31.978% +3.802% 40.120% -4.340%
03/05/22 35.890% 7267.25 35.367% 32.740% +3.150% 40.001% -4.111%
04/05/22 35.360% 7137.63 35.663% 33.520% +1.840% 40.678% -5.318%
05/05/22 34.060% 7117.75 35.652% 34.598% -0.538% 41.703% -7.643%
06/05/22 38.420% 6809.52 36.772% 35.842% +2.578% 42.907% -4.487%
10/05/22 41.640% 6658.25 36.225% 35.936% +5.704% 41.839% -0.199%
11/05/22 40.020% 6769.72 36.545% 36.171% +3.849% 41.816% -1.796%
12/05/22 41.470% 6594.81 37.227% 36.484% +4.986% 41.878% -0.408%
13/05/22 38.430% 6807.03 36.595% 36.673% +1.757% 41.793% -3.363%
16/05/22 38.160% 6826.31 36.645% 36.647% +1.513% 40.862% -2.702%
17/05/22 37.420% 7076.80 39.078% 37.218% +0.202% 41.192% -3.772%
18/05/22 36.120% 7089.29 39.039% 37.717% -1.597% 41.434% -5.314%
19/05/22 37.960% 6899.19 38.768% 38.025% -0.065% 41.460% -3.500%
20/05/22 36.650% 7121.18 40.298% 38.766% -2.116% 41.950% -5.300%
23/05/22 36.730% 7022.45 40.145% 39.465% -2.735% 41.735% -5.005%
24/05/22 37.170% 6883.14 40.704% 39.791% -2.621% 41.752% -4.582%
25/05/22 34.760% 6898.56 38.641% 39.711% -4.951% 41.342% -6.582%
26/05/22 34.100% 6877.21 38.299% 39.617% -5.517% 40.919% -6.819%
27/05/22 32.640% 7082.38 39.399% 39.438% -6.798% 40.409% -7.769%
30/05/22 32.150% 7255.13 39.328% 39.274% -7.124% 39.274% -7.124%
31/05/22 31.940% 7416.75 34.830% 38.099% -6.159% 47.174% -15.234%
01/06/22 31.420% 7345.64 35.015% 37.374% -5.954% 45.969% -14.549%
02/06/22 31.930% 7267.57 34.826% 36.679% -4.749% 44.814% -12.884%
06/06/22 32.830% 7499.97 36.347% 36.069% -3.239% 42.883% -10.053%
07/06/22 32.520% 7467.87 33.867% 34.977% -2.457% 41.297% -8.777%
08/06/22 32.430% 7679.60 34.219% 34.855% -2.425% 40.867% -8.437%
09/06/22 31.920% 7606.35 33.773% 34.607% -2.687% 40.292% -8.372%
10/06/22 32.320% 7609.56 33.098% 34.261% -1.941% 39.608% -7.288%
13/06/22 36.320% 7340.52 33.853% 33.762% +2.558% 38.199% -1.879%
14/06/22 35.830% 7333.61 33.825% 33.754% +2.076% 37.912% -2.082%
15/06/22 35.610% 7452.89 31.357% 33.181% +2.429% 36.997% -1.387%
16/06/22 36.190% 7259.41 32.858% 32.998% +3.192% 36.522% -0.332%
17/06/22 35.510% 7367.68 31.841% 32.747% +2.763% 35.974% -0.464%
20/06/22 34.880% 7399.60 29.758% 31.928% +2.952% 34.288% +0.592%
21/06/22 33.080% 7549.58 29.896% 31.142% +1.938% 33.188% -0.108%
22/06/22 34.190% 7335.00 31.275% 31.125% +3.065% 32.915% +1.275%
23/06/22 33.610% 7463.08 31.644% 30.883% +2.727% 32.405% +1.205%
24/06/22 33.790% 7629.06 32.186% 30.952% +2.838% 32.223% +1.567%